MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       46,314
COMMITMENTS
   1,457    2,391        0   40,280   41,922   41,737   44,313    4,577    2,001

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:        722)
     374      450        0      145      599      519    1,049      203     -327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      5.2      0.0     87.0     90.5     90.1     95.7      9.9      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       2        4        0       25       32       27       36
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       68,109
COMMITMENTS
   7,446   20,970      223   54,019   45,367   61,688   66,560    6,421    1,549

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     -1,655)
   1,303     -514      -45   -2,018      264     -760     -295     -895   -1,360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9     30.8      0.3     79.3     66.6     90.6     97.7      9.4      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      14        8        1       39       32       53       41
 

Updated January 27, 2012